From the Rcmdr vignette
The {installation} task is a little more complicated under Mac OS X, since the tcltk package on which the Rcmdr depends requires that X-Windows be installed — see the R Commander installation notes
Basically, you will need to have a current version of XQuartz and install the X11 windowing system (instructions included in the installation notes).
For Catalina, the R.app gui is a close equivalent and RStudio Desktop has many more features.